rubymine proxy error

I tried to install a gem in rubymine and I got the following error:

  

ERROR: Could not find a valid gem 'rails' (> = 0), here is why:    Unable to download data from https rubygems.org/ - no such name ( link )

Then I set the proxy like this:

set http_proxy=http://user:pass@serv:port

and I had the following error:

  

ERROR: While executing gem ... (Net :: HTTPServerException)   407 "Proxy Authentication Required (Forefront TMG requires authorization to fulfill the request. Access to the Web Proxy filter is denied.)"

What can it be?